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Pedro Júdice is a director at Montepio Bank in Lisbon, associate graduate faculty at Western Michigan University, and an integrated researcher at ISCTE Business Research Unit. He started his banking career in 2003 as a quantitative research associate at JPMorgan Chase in London, and in 2006 he joined Montepio Bank as a director. Since then, he had several different roles at this bank, in market risk, non-core asset sales, strategic planning, asset-liability management, and financial sector research. Pedro has a Ph.D. from the Courant Institute of Mathematical Sciences (New York University, 2003) and was a postdoctoral research associate at the University of Chicago Booth School of Business (2011-2012). He was an invited assistant professor at ISCTE Business School in Lisbon (2010-2012), a Visiting Professor at Western Michigan University (Feb 2022-Apr 2022), and served as a regional co-director for the Global Association of Risk Professionals (2008-2012). His academic research has focused on practical banking problems, and he has published in the Journal of Banking and Finance and Expert Systems with Applications, among other journals.  
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Identification

Personal identification

Full name
Pedro Júdice

Citation names

  • Júdice, Pedro

Author identifiers

Ciência ID
B011-278F-5FD4
Scopus Author Id
55858631900
Education
Degree Classification
2011/09/01 - 2012/08/31
Concluded
 Operations Management (Pós-doutoramento)
Universidade de Chicago, United States
2003/10/02
Concluded
 Matemática (Doutoramento)
New York University, United States
Affiliation

Science

Category
Host institution 		Employer
2021/08/01 - Current Researcher (Research) ISCTE-Instituto Universitário de Lisboa Unidade de Investigação em Desenvolvimento Empresarial, Portugal
2011/09/01 - 2012/08/31 Postdoc (Research) University of Chicago Booth School of Business, United States

Teaching in Higher Education

Category
Host institution 		Employer
2010/09/01 - 2012/07/01 Invited Assistant Professor (University Teacher) ISCTE Business School, Portugal

Positions / Appointments

Category
Host institution 		Employer
2006/05/01 - Current Organic Unit Director Banco Montepio, Portugal

Others

Category
Host institution 		Employer
2022/02/01 - 2022/04/30 Visiting Professor Western Michigan University, United States
2003/09/04 - 2006/04/30 Associate JP Morgan Chase Bank, United States
Projects

Other

Designation Funders
2021 - 2024 RiskBigData
PTDC/MAT-APL/1286/2021
Consultant
Ongoing
Outputs

Publications

Book
  1. Judice, P.; S. Maier-Paape; A. Platen; Q.J. Zhu. Scalar and Vector Risk Measures in the General Framework of Portfolio Theory. Springer Science and Business Media LLC. 2023.
    Published • 10.1007/978-3-031-33321-7
Book chapter
  1. Judice, P.. "Bank balance sheet optimization". In Reference Module in Social Sciences. Elsevier, 2023.
    Published • 10.1016/B978-0-44-313776-1.00023-4
Journal article
  1. Catarina Coelho; José Luís Santos; Judice, P.. "The performance of bank portfolio optimization". International Transactions in Operational Research (2023):
    Published • 10.1111/itor.13395
  2. Brito, R. P.; Judice, P.. "Efficient credit portfolios under IFRS 9". International Transactions of Operations Research 30 5 (2022): 2453-2484. https://onlinelibrary.wiley.com/journal/14753995.
    Published • 10.1111/itor.13137
  3. Judice, P.; Zhu, Q. J.. "Bank balance sheet risk allocation". Journal of Banking and Finance 133 (2021): https://www.sciencedirect.com/journal/journal-of-banking-and-finance.
    Published • 10.1016/j.jbankfin.2021.106257
  4. Judice, P.; Pinto, L.; Santos, J. L.. "Bank strategic asset allocation under a unified risk measure". Expert Systems with Applications 185 (2021): https://www.sciencedirect.com/journal/expert-systems-with-applications.
    Published • 10.1016/j.eswa.2021.115574
  5. Brito, R. P.; Judice, P.. "Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio". International Transactions of Operations Research 29 4 (2021): 2618-2648. https://onlinelibrary.wiley.com/journal/14753995.
    Published • 10.1111/itor.12976
  6. Costa, S.; Faias, M.; Judice, P.; Mota, P.. "Panel data modeling of bank deposits". Annals of Finance 17 (2020): 247-264. http://www.springerlink.com/content/1614-2446/.
    Published • 10.1007/s10436-020-00373-1
  7. Dewasurendra, S.; Judice, P.; Zhu, Q.. "The optimum leverage level of the banking sector". Risks 7 2 (2019): 1-29. https://www.mdpi.com/2227-9091/7/2/51.
    Published • 10.3390/risks7020051
  8. Birge, J. R.; Judice, P.. "Long-term bank balance sheet management: estimation and simulation of risk-factors". Journal of Banking and Finance 37 12 (2013): 4711-4720. https://www.sciencedirect.com/science/article/pii/S0378426613003154?via%3Dihub.
    Published • 10.1016/j.jbankfin.2013.07.040
Activities

Supervision

Thesis Title
Role 		Degree Subject (Type)
Institution / Organization
2018/01/01 - 2019/12/31 Cross-sectional modelling of bank deposits
Co-supervisor of Sofia Costa
 Matemática (Master)
Universidade Nova de Lisboa, Portugal
2017/01/01 - 2019/12/31 The optimum leverage level of the banking sector
Co-supervisor of Sagara Dewasurendra
 Matemática (PhD)
Western Michigan University, Portugal
2017/01/01 - 2018/12/31 Modelo Robusto de Gestão de Balanço para Bancos
Co-supervisor of Catarina Coelho
Universidade de Coimbra, Portugal
Distinctions

Award

2012 Research scholarship, Fundação Luso-Americana para o Desenvolvimento
2012 Postdoctoral Scholarship, Fundação para a Ciência e Tecnologia
2012 Fulbright Visiting Scholar
2002 Research scholarship, New York University
1998 Prize Doutor João Farinha para o best student in math, class of 98, University of Coimbra
1998 Research scholarship, Fundação para a Ciência e Tecnologia, 1998-2002.